Columbo may not have been literary, but he is the one who made me even jump.
One moment he was absently asking what seemed to be non-important questions.Then he would come in for one, that would open up 'Pandora's Box' in his mind.
He had a steal quality, that before the criminal even could take a breath...
BAM!!! he had them, in his appearance was part of his eccentric nature.

Could he have been played in the written word, maybe not.

It was something to just watch, not been one like him since.

Such a underdog...always getting his bone.His most famous line that was part of his trap!'' Just one more thing'' .....he would say.

It's hard to go past Sherlock Holmes. Although Nancy Drew and the Famous Five are both great if you include amateur sleuths.

For more modern detectives, I have to love Thursday Next from the Jasper Fforde novels, who is a 'Literary Detective'. And JK Rowling's new creation in private investigator Cormoran Strike (under the pseudonym Robert Galbraith) might only have one story so far, but looks promising.

I would guess probably Sherlock Holmes. However, Michael Connolly writes a series of books whose main character is a detective called Hieronymous(Harry) Bosch and this guy is a really good detective so I thinbk he could be up there as one of the greats.